Institute for Applied Mathematics  / Probability Theory and Stochastic Analysis  / Teaching
University of Bonn Institute for Applied Mathematics
 
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Graduate Seminar on Stochastic Analysis

WS 2013/14 Andreas Eberle

Time: Thursdays 14-16    Room: 0.003

Prerequisites: Basics of Stochastic Analysis.

Contents: The seminar covers the following topics:

  • Optimal Transport

  • Mc Kean-Vlasov equations and propagation of chaos

List of talks